Reading the smile: the message conveyed by methods which infer risk neutral densities

Eric Jondeau; Michael Rockinger

Year of publication:	2000
Authors:	Jondeau, Eric ; Rockinger, Michael
Published in:	Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 19.2000, 6, p. 885-915
Subject:	Optionspreistheorie \| Option pricing theory \| Theorie \| Theory

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